A prospect theory-based group decision approach considering consensus for portfolio selection with hesitant fuzzy information.
Xiaoyang ZhouLiqin WangHuchang LiaoShouyang WangBenjamin LevHamido FujitaPublished in: Knowl. Based Syst. (2019)
Keyphrases
- portfolio selection
- group decision
- fuzzy information
- group decision making
- prospect theory
- decision making
- decision makers
- expected utility
- fuzzy logic
- intuitionistic fuzzy
- multi criteria
- robust optimization
- multiple criteria
- fuzzy numbers
- decision process
- financial markets
- multiple objectives
- decision support system
- fuzzy sets
- neural network
- dynamic programming
- intuitionistic fuzzy sets
- multi objective
- utility function
- linear programming
- computational intelligence
- bayesian networks
- artificial intelligence